Sharp optimality for high-dimensional covariance testing under sparse signals (Q6183765): Difference between revisions

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+Detection of correlations
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+Optimal hypothesis testing for high dimensional covariance matrices
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+Tests for High-Dimensional Covariance Matrices
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+Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s <i>t</i>-Statistic
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+Higher criticism for detecting sparse heterogeneous mixtures.
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+Higher criticism for large-scale inference, especially for rare and weak effects
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+Innovated higher criticism for detecting sparse signals in correlated noise
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+Some problems of hypothesis testing leading to infinitely divisible distributions
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+The asymptotic distributions of the largest entries of sample correlation matrices.
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+Mixing properties of ARMA processes
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+On some test criteria for covariance matrix
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+Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
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+Detecting rare and faint signals via thresholding maximum likelihood estimators
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+Testing for complete independence in high dimensions
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+Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices
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+Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
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